Ethereum PoW Market Value
| ETHW Crypto | USD 1.83 0.10 5.78% |
| Symbol | Ethereum |
Ethereum PoW 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Ethereum PoW's crypto coin what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Ethereum PoW.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Ethereum PoW on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Ethereum PoW or generate 0.0% return on investment in Ethereum PoW over 90 days. Ethereum PoW is related to or competes with Ethereum Classic, Ethereum Name, Staked Ether, EigenLayer, Morpho, and DIA. Ethereum PoW is peer-to-peer digital currency powered by the Blockchain technology.
Ethereum PoW Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ethereum PoW's crypto coin current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Ethereum PoW upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.15 | |||
| Information Ratio | 0.0671 | |||
| Maximum Drawdown | 49.89 | |||
| Value At Risk | (7.41) | |||
| Potential Upside | 9.15 |
Ethereum PoW Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ethereum PoW's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ethereum PoW's standard deviation. In reality, there are many statistical measures that can use Ethereum PoW historical prices to predict the future Ethereum PoW's volatility.| Risk Adjusted Performance | 0.09 | |||
| Jensen Alpha | 0.4617 | |||
| Total Risk Alpha | (0.38) | |||
| Sortino Ratio | 0.0917 | |||
| Treynor Ratio | 0.5585 |
Ethereum PoW Backtested Returns
Ethereum PoW appears to be unreasonably risky, given 3 months investment horizon. Ethereum PoW secures Sharpe Ratio (or Efficiency) of 0.0871, which denotes digital coin had a 0.0871 % return per unit of risk over the last 3 months. By reviewing Ethereum PoW's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please utilize Ethereum PoW's Mean Deviation of 4.36, coefficient of variation of 1147.91, and Downside Deviation of 5.15 to check if our risk estimates are consistent with your expectations. The crypto shows a Beta (market volatility) of 1.08, which means a somewhat significant risk relative to the market. Ethereum PoW returns are very sensitive to returns on the market. As the market goes up or down, Ethereum PoW is expected to follow.
Auto-correlation | -0.57 |
Good reverse predictability
Ethereum PoW has good reverse predictability. Overlapping area represents the amount of predictability between Ethereum PoW time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ethereum PoW price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Ethereum PoW price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Ethereum PoW lagged returns against current returns
Autocorrelation, which is Ethereum PoW crypto coin's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ethereum PoW's crypto coin expected returns. We can calculate the autocorrelation of Ethereum PoW returns to help us make a trade decision. For example, suppose you find that Ethereum PoW has exhibited high autocorrelation historically, and you observe that the crypto coin is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Ethereum PoW regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ethereum PoW crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ethereum PoW crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ethereum PoW crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Ethereum PoW Lagged Returns
When evaluating Ethereum PoW's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ethereum PoW crypto coin have on its future price. Ethereum PoW autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ethereum PoW autocorrelation shows the relationship between Ethereum PoW crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Ethereum PoW.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Ethereum PoW offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Ethereum PoW's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ethereum Pow Crypto.Check out Ethereum PoW Correlation, Ethereum PoW Volatility and Investing Opportunities module to complement your research on Ethereum PoW. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Ethereum PoW technical crypto coin analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, crypto market cycles, or different charting patterns.